+4,331.1%
LUV vs LEN
+9,810.8%
-5,479.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +1.0% |
| 7D | -0.1% | -7.8% | +7.7% | +2.1% |
| 30D | -14.6% | -11.0% | -3.6% | -11.9% |
| 3M | -5.7% | -12.8% | +7.1% | -2.2% |
| 6M | -8.4% | -20.2% | +11.8% | -2.6% |
| YTD | -5.1% | -23.0% | +17.9% | +1.7% |
| 1Y | +26.6% | -41.8% | +68.4% | +45.8% |
| 3Y | +39.7% | -28.8% | +68.5% | +49.8% |
| 5Y | -12.0% | -12.6% | +0.6% | -12.1% |
| 10Y | +17.3% | +101.7% | -84.4% | -10.6% |
| All | +4,331.1% | +9,810.8% | -5,479.7% | +862.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling